Target Price Playground
ROP
$466.60
๐ข
ROP IV: 32.6% โ LOW
(-40.8% vs 30d avg of 55.0%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $520 by Dec 18
Historical Backtest
Coming soon
Signal Backtest
Coming soon
๐ Strategy
Long Stock
Long Call
Long Put
Bull Call Spread
Bear Put Spread
Covered Call
Protective Put
Cash-Secured Put
Diagonal Put Spread
Long Straddle
Buy shares and hold. Unlimited upside, full downside.
๐ฏ Target
48d from today
โ๏ธ Legs
LONG 100 SHARES
@ $466.6 ยท ฮ 1.00
P&L at Expiry
Stock (100 sh)
Long Stock
Now
Target
๐ก Stock vs Options at Target
If ROP hits $520 by Dec 18: the long stock returns +$5,340 (11.4%) on $46,660 risked, vs $ (None%) for 100 shares on $.
๐ Expiry
Stock-only position โ no expiry. Target date is Dec 18.
๐ Projected Return
P&L if ROP hits $520 by Dec 18
+$5,340
+11.4% on $46,660 risked
Max Profit
Unlimited
Unlimited upside
Max Loss
โ$46,660
If stock โ $0
Break-even
$466.60
+0.0% from spot
Prob. of Target Hit
31%
IV-implied, 48d (rough)
Net ฮ / ฮ / V
100.0 / 0.0 / 0.0
per spread, per $1 move / day / vol pt
๐ Notes for each mode (not shown on real page)
Forward Projection
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ ship first.
Historical Backtest
Uses our historical options chains to replay this exact strategy over past expirations. Needs: date picker, "rolling every N days", cumulative P&L chart.
Uses our historical options chains to replay this exact strategy over past expirations. Needs: date picker, "rolling every N days", cumulative P&L chart.
Signal Backtest
"Run this strategy on every BUY-rated stock with score โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
Solve for Return
Inverse: user says "+50% in 90d", system solves for required price move, shows IV-implied probability. Pure math.
Inverse: user says "+50% in 90d", system solves for required price move, shows IV-implied probability. Pure math.
๐ P&L Scenarios โ what happens at different prices and dates
| ROP Price | Today | Nov 30 | Dec 30 (exp) |
|---|---|---|---|
| $373 (-20%) | -$9,332 | -$9,332 | -$9,332 |
| $397 (-15%) | -$6,999 | -$6,999 | -$6,999 |
| $420 (-10%) | -$4,666 | -$4,666 | -$4,666 |
| $443 (-5%) | -$2,333 | -$2,333 | -$2,333 |
| $457 (-2%) | -$933 | -$933 | -$933 |
| $467 (0%) โ spot | +$0 | +$0 | +$0 |
| $476 (+2%) | +$933 | +$933 | +$933 |
| $490 (+5%) | +$2,333 | +$2,333 | +$2,333 |
| $513 (+10%) | +$4,666 | +$4,666 | +$4,666 |
| $520 (+11%) โ target | +$5,340 | +$5,340 | +$5,340 |
| $537 (+15%) | +$6,999 | +$6,999 | +$6,999 |
| $560 (+20%) | +$9,332 | +$9,332 | +$9,332 |
Uses ROP's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.